Existence of long memory in crude oil and petroleum products : generalised Hurst exponent approach
Aviral Kumar Tiwari, Zaghum Umar, Faisal Alqahtani
| Year of publication: |
2021
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|---|---|
| Authors: | Tiwari, Aviral Kumar ; Umar, Zaghum ; Alqahtani, Faisal |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 57.2021, p. 1-18
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| Subject: | Efficient market hypothesis | Energy markets | Generalised Hurst exponent | Spot markets | Effizienzmarkthypothese | Ölmarkt | Oil market | Energiemarkt | Energy market | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Spotmarkt | Spot market | Mineralölprodukt | Petroleum product | Erdöl | Petroleum |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2021.101403 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013332984